-13.6%
SOUN vs DG
-45.2%
+31.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.7% |
| 7D | -4.4% | -4.8% | +0.4% | -3.2% |
| 30D | -13.1% | +1.8% | -14.9% | -13.6% |
| 3M | -7.7% | +14.5% | -22.2% | -11.2% |
| 6M | -21.2% | -13.6% | -7.6% | -18.9% |
| YTD | -35.0% | -4.8% | -30.2% | -34.6% |
| 1Y | -56.4% | +21.6% | -77.9% | -58.6% |
| 3Y | +181.7% | +4.5% | +177.3% | +165.3% |
| All | -13.6% | -45.2% | +31.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling